Programme Network

Programme

Network Analytics in RegTech and SupTech 

Wednesday 5th, September 2018

Tutor: Kimmo Soamäki, Founder and CEO, Financial Network Analytics and founding Editor-in-Chief, Journal of Network Theory in Finance, UK

Video with Course Tutor, Kimmo Soramäki 

Learning outcomes:

  • Assessing the impact of macro-shocks on capital markets with correlation analytics
  • Mapping and visualising of balance sheet interconnections; their use in forecasting
  • Monitoring of interbank interconnections through exposure networks
  • Identification of systemically important banks and risk build-up
  • The use of payment data to monitor liquidity and solvency of banks
  • Mapping the impact of systemic risk on conglomerates
  • Visualising market structures in relation to asset ownership networks
  • Extensions to use in cybersecurity and AML/Fraud

Programme

09:00

Registration and coffee

09:30

Session 1: Network Analytics - the State of the Art

  • Introduction to Network Theory and overview of the training course
  • Applications of Network Theory in Finance and beyond: Risk Exposure Diagnostics, Market Correlation Detection, Payment Analytics, FMI Design and Oversight
  • Presentation and demonstration of FNA's software featuring a real time graph analytics engine and advanced configurable dashboard for visual investigation of complex data
  • Overview of scenario generation exercises through visual detection of anomalies in market dynamics; reverse as well as forward-looking stress testing

10:30

Coffee break

10:45

Session 2: Using network simulations to understand and design FMIs

  • Modelling FMIs as complex systems with Agent Based Modelling 
  • Measuring liquidity efficiency
  • Developing new Liquidity-Saving Mechanisms
  • Hands on use of interactive dashboards in relation to Case Studies of e.g. CLS, LVTS, CHAPS

12:00

Lunch

13:00

Session 3: Diagnostic analytics: Detection and Investigation of Financial Crime 

  • Improving fraud detection and AML with network theory
  • "Following the money" in manual investigation of financial crime
  • Identification of DDoS attack patterns through real time detection of anomalies in cyber-networks
  • Hands on use of interactive dashboards in relation to Case Studies

14:00

Coffee break

14:15

Session 4: Monitoring FMIs and their Members for liquidity, solvency and systemic risks

  • Using payment data to measure liquidity and solvency of financial institutions
  • Real-time monitoring and outlier detection 
  • Interconnectedness of CCPs
  • Hands on use of dashboards in relation to Case Studies of e.g. Banco de la República, CLS, Bank of Korea

15:15

Coffee break

15:30

Session 5: Stress Testing FMIs

  • Developing stress scenarios (participant failure, operational issues, etc.)
  • Using Agent Based Simulations to evaluate different stress scenarios 
  • Running Simulations
  • Hands on use of interactive dashboards in relation to Case Studies

16:30

Coffee break

16:45

Session 6: Course conclusion: potential applications for network analytics and next steps

  • Where regulators are (and will be) using network theory – and requiring it
  • Review of key takeaways from earlier sessions   
  • “Tomorrow’s” themes, trends and opportunities

17:30

End of course

If you would like to secure a place on any of the three bootcamps and want to know more information about savings that can be made through our group or package rates, please contact Brandon Li by email at Brandon.li@infopro-digital.com or by phone on +852 3411 4839.